Pages that link to "Item:Q2066224"
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The following pages link to Adaptive Euler methods for stochastic systems with non-globally Lipschitz coefficients (Q2066224):
Displaying 8 items.
- Adaptive timestepping for pathwise stability and positivity of strongly discretised nonlinear stochastic differential equations (Q1689436) (← links)
- Adaptive Euler-Maruyama method for SDEs with non-globally Lipschitz drift (Q1722519) (← links)
- The role of adaptivity in a numerical method for the Cox-Ingersoll-Ross model (Q2122043) (← links)
- ISALT: inference-based schemes adaptive to large time-stepping for locally Lipschitz ergodic systems (Q2129142) (← links)
- Adaptive time-stepping strategies for nonlinear stochastic systems (Q4555980) (← links)
- An adaptive Euler-Maruyama scheme for SDEs: convergence and stability (Q5294120) (← links)
- Weak variable step-size schemes for stochastic differential equations based on controlling conditional moments (Q6106936) (← links)
- Antithetic multilevel Monte Carlo method for approximations of SDEs with non-globally Lipschitz continuous coefficients (Q6635676) (← links)
